feat: RR阈值2.0→1.0(保底) + 存档RR分析结论

数据支撑: 123049笔回测 Pearson r=0.05, 分策略/分年规律相反, RR是风控非质量指标
2026-08-17 18:51:28 +08:00
parent 9d12b7b0d5
commit c9a0cc9183
3 changed files with 95 additions and 5 deletions
@@ -77,8 +77,8 @@ def main(dry_run=False):
            _rr = conn.execute(
                "SELECT rr_ratio FROM holding_strategies WHERE code=? AND status='active'",
                (code,)).fetchone()
-            if _rr and _rr[0] is not None and 0 < _rr[0] < 2.0:
-                reasons.append(f"RR={_rr[0]}<2.0")
+            if _rr and _rr[0] is not None and 0 < _rr[0] < 1.0:
+                reasons.append(f"RR={_rr[0]}<1.0（保底）")
        except Exception:
            pass